Man pages for yzhao7322/CurVol
Curve Data Volatility Analysis

basis.estEstimating non-negative basis functions
dgp.fgarchData Generating Process - Functional ARCH/GARCH Process
dgp.fiidData Generating Process - Independent Process
diagnostic.fGarchDiagnostic information derived from the estimation
est.fArchEstimate Functional ARCH Model
est.fGarchEstimate Functional GARCH Model
est.fGarchxEstimate Functional GARCH-X Model
fun_heteroTest for Conditional Heteroscedasticity of Functional Data
gof.fgarchGoodness-of-fit Test for Functional ARCH/GARCH Model
intra.returnIntra-day Return Curves
sample_dataSample Data for Analysis
var.backtestBacktest Intra-day VaR forecasts
var.forecastForecast Daily/intra-day Value-at-Risk
var.vioViolation Process
yzhao7322/CurVol documentation built on Sept. 5, 2021, 8:41 p.m.